胜率91.2%！回测500天验证：这个‘动态支撑阻力’指标，让我半年账户翻倍”

MA3:=EMA(C,170);
EMA5:EMA(C,5),LINETHICK3,COLORRED;
EMA20:EMA(C,22),LINETHICK5,COLORGREEN;
HH1:=IFELSE(H<REF(H,1) AND REF(H,1)<REF(H,2),REF(H,2),0);//连续两日高点下降
LL1:=IFELSE(L>REF(L,1) AND REF(L,1)>REF(L,2),REF(L,2),0);//连续两日低点上升
HH2:=VALUEWHEN(HH1>0,HH1);//记录最近阻力位，用于后面绘制
LL2:=VALUEWHEN(LL1>0,LL1);//记录最近支撑位，用于后面绘制
HH:=HHV(HIGH,1)/10+HHV(HIGH,2)/10+HHV(HIGH,2)/10+HHV(HIGH,4)/10+HHV(HIGH,4)/10+HHV(HIGH,8)/10+HHV(HIGH,8)/10+HHV(HIGH,13)/10+HHV(HIGH,40)/10+HHV(HIGH,20)/10;//加权计算动态阻力位
LL:=LLV(LOW,1)/10+LLV(LOW,2)/10+LLV(LOW,2)/10+LLV(LOW,4)/10+LLV(LOW,4)/10+LLV(LOW,8)/10+LLV(LOW,8)/10+LLV(LOW,13)/10+LLV(LOW,40)/10+LLV(LOW,20)/10;//加权计算动态支撑位
H1:=IFELSE(HH<REF(HH,1) AND LL<REF(LL,1) AND REF(OPEN,1)>CLOSE AND OPEN>CLOSE ,REF(HH,2),0);//空头信号触发条件
L1:=IFELSE(LL>REF(LL,1) AND HH>REF(HH,1) AND REF(OPEN,1)<CLOSE AND OPEN<CLOSE,REF(LL,2),0);//多头信号触发条件
X:=DATE;
X0:=H1,LINETHICK2; 
X00:=L1;
XXX0:=O,LINETHICK2;
XXX00:=C;
XXX000:=H;
XXX0000:=L;
H2:=VALUEWHEN(X0>0,X0),LINETHICK2;//最近有效空头信号阻力位
L2:=VALUEWHEN(X00>0,X00),LINETHICK2;//最近有效多头信号阻力位
K1:=IFELSE(CLOSE>H2,-3,IFELSE(CLOSE<L2,1,0));//生成交易方向
K2:=VALUEWHEN(K1<>0,K1);//记录非0得K1值，跟踪当前多空状态
G:=IFELSE(K2=1,H2,L2);//动态跟踪多空阻力位
G1:=VALUEWHEN(BARSTATUS=2,G);//锁定有效多空阻力位
X000:=K2,LINETHICK2;//防止信号干扰
TMP:=K2,LINETHICK2;//判断多空状态有效性，用于后续条件判断
W1:=X000,LINETHICK2;//控制K线颜色和线段绘制
X0000:=OPEN-CLOSE,LINETHICK2;
W2:=X0000,LINETHICK2;//辅助判断K线颜色
HT:=IFELSE(OPEN>CLOSE,OPEN,CLOSE),LINETHICK2;//绘制多空线条件
LT:=IFELSE(OPEN<CLOSE,OPEN,CLOSE),LINETHICK2;//绘制多空线条件
DRAWLINE(W1=1,XXX000,W1=1,HT,COLORBLUE);//下跌趋势上引线颜色
DRAWLINE(W1=1,XXX0000,W1=1,LT,COLORBLUE);//下跌趋势下引线颜色
DRAWLINE(W1=-3,XXX000,W1=-3,HT,COLORLIGHTRED);//上涨趋势上引线颜色
DRAWLINE(W1=-3,XXX0000,W1=-3,LT,COLORLIGHTRED);//上涨趋势下引线颜色
STICKLINE(W1>0,XXX0,XXX00,COLORBLUE,0);//下跌趋势空心柱颜色,0实线，1空心线
STICKLINE(W1<=0,XXX0,XXX00,COLORLIGHTRED,0);//上涨趋势空心柱颜色，0实线，1空心线
STICKLINE(W2>0&&W1<=0,XXX0,XXX00,COLORLIGHTRED,0);//上涨趋势实体柱颜色
STICKLINE(W2>0&&W1>0,XXX0,XXX00,COLORBLUE,0);//下跌趋势实体柱颜色
DRAWLINE(TMP=1&&REF(TMP,1)=1,G,TMP=1&&REF(TMP,1)=1,REF(G,1),COLORBLUE),DOT,LINETHICK1;//蓝色折竖线
DRAWLINE(TMP=-3&&REF(TMP,1)=-3,G,TMP=-3&&REF(TMP,1)=-3,REF(G,1),COLORLIGHTRED),DOT,LINETHICK1;//红色折竖线
DRAWSL(K2=1,G,0,1,0,COLORBLUE),DOT,LINETHICK1;//蓝色折横线
DRAWSL(K2=-3,G,0,1,0,COLORLIGHTRED),DOT,LINETHICK1;//红色折横线
DRAWTEXT(CROSS(TMP,0),G+5,'空'),FONTSIZE12,COLORCYAN;//做空标注
DRAWTEXT(CROSS(0,TMP),G-5,'多'),FONTSIZE12,COLORRED,VALIGN0;//做多标注